The man had been detained based upon intelligence after phones had been stolen at a number of the band's previous gigs.
The band released a statement on their facebook page,
“After reports of phone theft in Cardiff and Reading, we urge all fans attending our shows to be vigilant and to protect their personal property, particularly phones and wallets,”
“We shall be contacting all tickets holders and have asked the promoters to increase signage at venues highlighting this risk".
"Additionally, we shall be increasing venue security to specifically target the perpetrators and will be liaising with the police in this matter"
“If anyone sees anything suspicious at our shows please speak to the venue security.”
Last Summer the band released their second album, How Did We Get So Dark? on June 16, followed by singles Lights Out, Hook, Line & Sinker, I Only Lie When I Love You and How Did We Get So Dark?.
Royal Blood will play Dublin's 3Arena on Sunday November 26.